How to merge all scene geometry into a single mesh?
First make all duplis real, then convert all to mesh and join.


Object -> Apply -> Make Duplicates Real
Object -> Convert to -> Mesh (This applies mesh modifiers too)
Select the base object to join into (Shift+RMB)
Object -> Join


Shorthand: Ctrl+Shift+A -> Alt+C, M -> Shift+RMB -> Ctrl+J.



Note, You might want to first un-hide all objects, view all layers and make any linked data local too, thats if you want to apply to the entire scene and not just what you see.